And without overtime, Andrew Cogliano would not have accomplished an NHL first.

But these are the Edmonton Oilers, who seemingly always do things the hard way, and Cogliano is one of the young guns who continue to amaze.

Last night the Oilers rookie became the first player in NHL history to score three consecutive overtime winners as Edmonton defeated the St. Louis Blues 4-3 at Rexall Place.

"I actually don't think my game was that good tonight, I don't think I was very good in the first two periods," Cogliano said.

"I think the overtime was my best five minutes of the game. I had a couple of chances to score before that, but I was lucky to get open in front of the net and score the goal."

Cogliano converted a pass from Sam Gagner with 4.9 seconds remaining in OT to salvage the victory.

The Oilers blew a 3-0 lead, giving up a late goal in the first period and two in the second to allow the Blues to claw their way back.

"I was saying to the guys that next time we get a 3-0 lead early, I'm just going pack up and leave," said Oilers head coach Craig MacTavish.

"I'm just going to say 'See you later, whatever happens, happens'.

"It was wild game, it's hard on the heart at this time of the year. After taking a 3-0 lead, it looked like it was going to be an easy night for us."

Having lost nine of their previous 10 games, the Blues came in ripe for the picking.

They're in the middle of a franchise-record nine-game road trip and were coming off a humiliating loss in Calgary on Monday night.

Zack Stortini scored on Edmonton's first shot of the night and Jarret Stoll extended the lead on a two-man advantage before Gagner made it 3-0 by banking in a shot off Eric Brewer's skate on the power play.

But instead of pulling goalie Manny Legace, who gave up three goals on the first six shots he faced, Blues coach Andy Murray decided to call a timeout.

"When you have a young team, you get seduced into thinking it's going to be a points night," MacTavish said.

"When everything is clicking early, you think it's going to be easy and you start thinking you can beat anyone, anywhere on the ice and you start turning the puck over and start giving the opposition some ammunition and they were able to get back in the hockey game."

The Blues stopped the bleeding with a fortunate bounce.

Oilers goaltender Mathieu Garon went to play a dump-in behind the net but got caught out of position when the puck caromed off the boards and rolled to Andy McDonald, who was wide open in front.

Lee Stempniak brought St. Louis to within one when he scored 40 seconds into the middle frame, then Brad Boyes tied the contest after Paul Kariya took the puck away from Curtis Glencross behind the net and fed a perfect pass to Boyes in front.

In the third, both teams traded chances with the best falling to Gagner, who rang a shot of the post.

A couple of great saves by Garon in overtime set the stage for Cogliano's heroics.

"Cogs did a great job of getting open on the first chance and it just went wide," Gagner said.

"Then he forced the defenceman to turn the puck over and went back to the net. As I was going into the corner, I took a look and saw that he was going to the net. I just threw it there. It was rolling a bit, but he made a great play with it and put it upstairs."